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Stock trend prediction plays a critical role in seeking maximized profit from stock investment. However, precise trend prediction is very difficult since the highly volatile and non-stationary nature of stock market. Exploding information…

Social and Information Networks · Computer Science 2019-02-21 Ziniu Hu , Weiqing Liu , Jiang Bian , Xuanzhe Liu , Tie-Yan Liu

Over the last few years, Text classification is one of the fundamental tasks in natural language processing (NLP) in which the objective is to categorize text documents into one of the predefined classes. The news is full of our life.…

Computation and Language · Computer Science 2022-01-26 Ke Yahan , Ruyi Qu , Lu Xiaoxia

Natural Language Processing (NLP) is widely used to support the automation of different Requirements Engineering (RE) tasks. Most of the proposed approaches start with various NLP steps that analyze requirements statements, extract their…

Software Engineering · Computer Science 2022-06-15 Riad Sonbol , Ghaida Rebdawi , Nada Ghneim

This paper addresses the critical disconnect between prediction and decision quality in portfolio optimization by integrating Large Language Models (LLMs) with decision-focused learning. We demonstrate both theoretically and empirically…

Portfolio Management · Quantitative Finance 2025-02-04 Yoontae Hwang , Yaxuan Kong , Stefan Zohren , Yongjae Lee

Natural Language Processing enables computers to understand human language by analysing and classifying text efficiently with deep-level grammatical and semantic features. Existing models capture features by learning from large corpora with…

Computation and Language · Computer Science 2026-02-25 Azrin Sultana , Firoz Ahmed

Companies today are racing to leverage the latest digital technologies, such as artificial intelligence, blockchain, and cloud computing. However, many companies report that their strategies did not achieve the anticipated business results.…

Computation and Language · Computer Science 2020-12-04 Ahmed Ghanim Al-Ali , Robert Phaal , Donald Sull

Many search systems work with large amounts of natural language data, e.g., search queries, user profiles, and documents. Building a successful search system requires a thorough understanding of textual data semantics, where deep learning…

Information Retrieval · Computer Science 2021-08-31 Weiwei Guo , Xiaowei Liu , Sida Wang , Michaeel Kazi , Zhiwei Wang , Zhoutong Fu , Jun Jia , Liang Zhang , Huiji Gao , Bo Long

During the last decade, Natural Language Processing has become, after Computer Vision, the second field of Artificial Intelligence that was massively changed by the advent of Deep Learning. Regardless of the architecture, the language…

Computation and Language · Computer Science 2022-05-23 Adrian M. P. Braşoveanu , Răzvan Andonie

This paper will discuss how headline data can be used to predict stock prices. The stock price in question is the SPDR S&P 500 ETF Trust, also known as SPY that tracks the performance of the largest 500 publicly traded corporations in the…

Statistical Finance · Quantitative Finance 2025-07-04 Ayaan Qayyum

Over the last century, we observe a steady and exponentially growth of scientific publications globally. The overwhelming amount of available literature makes a holistic analysis of the research within a field and between fields based on…

Social and Information Networks · Computer Science 2022-03-09 Diego Kozlowski , Jennifer Dusdal , Jun Pang , Andreas Zilian

News events can greatly influence equity markets. In this paper, we are interested in predicting the short-term movement of stock prices after financial news events using only the headlines of the news. To achieve this goal, we introduce a…

Statistical Finance · Quantitative Finance 2021-07-20 Qinkai Chen

This study addressed the complex task of sentiment analysis on a dataset of 119,988 original tweets from Weibo using a Convolutional Neural Network (CNN), offering a new approach to Natural Language Processing (NLP). The data, sourced from…

Computation and Language · Computer Science 2023-07-14 Yufei Xie , Rodolfo C. Raga

The impact of non-deterministic outputs from Large Language Models (LLMs) is not well examined for financial text understanding tasks. Through a compelling case study on investing in the US equity market via news sentiment analysis, we…

Trading and Market Microstructure · Quantitative Finance 2023-11-28 Boyang Yu

Style is an integral component of a sentence indicated by the choice of words a person makes. Different people have different ways of expressing themselves, however, they adjust their speaking and writing style to a social context, an…

Computation and Language · Computer Science 2021-10-01 Martina Toshevska , Sonja Gievska

Sentiment analysis is one of the well-known tasks and fast growing research areas in natural language processing (NLP) and text classifications. This technique has become an essential part of a wide range of applications including politics,…

Computation and Language · Computer Science 2017-11-27 Seyed Mahdi Rezaeinia , Ali Ghodsi , Rouhollah Rahmani

Understanding what knowledge is implicitly encoded in deep learning models is essential for improving the interpretability of AI systems. This paper examines common methods to explain the knowledge encoded in word embeddings, which are core…

Computation and Language · Computer Science 2025-08-20 Hanna Herasimchyk , Alhassan Abdelhalim , Sören Laue , Michaela Regneri

The paper proposes a new asset pricing model -- the News Embedding UMAP Selection (NEUS) model, to explain and predict the stock returns based on the financial news. Using a combination of various machine learning algorithms, we first…

Statistical Finance · Quantitative Finance 2021-06-15 Liao Zhu , Haoxuan Wu , Martin T. Wells

Expressive text encoders such as RNNs and Transformer Networks have been at the center of NLP models in recent work. Most of the effort has focused on sentence-level tasks, capturing the dependencies between words in a single sentence, or…

Computation and Language · Computer Science 2021-09-15 Manuel Widmoser , Maria Leonor Pacheco , Jean Honorio , Dan Goldwasser

Framing a news article means to portray the reported event from a specific perspective, e.g., from an economic or a health perspective. Reframing means to change this perspective. Depending on the audience or the submessage, reframing can…

Computation and Language · Computer Science 2021-09-13 Wei-Fan Chen , Khalid Al-Khatib , Benno Stein , Henning Wachsmuth

Large Language Models (LLMs) have demonstrated impressive capabilities across various domains, but their effectiveness in financial decision-making remains inadequately evaluated. Current benchmarks primarily assess LLMs' understanding on…

Multiagent Systems · Computer Science 2025-06-27 Changlun Li , Yao Shi , Yuyu Luo , Nan Tang